Is Slope A statistically different from Slope B? *URGENT*

Hey everyone,

Really need urgent help here.

I am trying to determine if the change in the slope of a line (beta) is statistically significant due to a particular event. As such, how do you test if the slope of line A is statistically different from the slope of line B?

How do I determine if this change in beta is statistically different over the two different time periods? Do I apply a t-test? If so, what's the formula to do so?

(I have also deliberately used 2 different sample sizes for the 2 regressions. Please highlight to me if this affects the statistical testing.)

Also, I've noticed that the t-test has always been applied to means or proportions, but never to the slope (beta). As such, is there something wrong with my concept or use of terminologies? Hope you experts can clarify this with me. I really need your help! Thanks in advance everyone

Re: Is Slope A statistically different from Slope B? *URGENT*

Re: Is Slope A statistically different from Slope B? *URGENT*

Hi,
The easiest way to do that is to run an ANCOVA model with 1 factor (with as categories 1 value per regression line you want to create) and your explanatory variables (X1, X2,...). In the model you will have Stock value (Y)= intercept + Factor+Factor*X1+Factor*X2...
Then you can use a test to compare the slopes.
This is all done in XLSTAT if you select the compare slopes option in the Ouputs tab.
Hope it helps,
Camille